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수식 요청 수정요청
2007-06-20 19:54:49
1267
글번호 12823
시스템식 짜고있는중에 미완성 했습니다 시스템식 선물용 입니다
아래 수식에서 서로 교차시
매수 매도 청산식 부탁합니다
답변은 yang 12133 @ empal.com 으로 부탁합니다 감사합니다
[내용]
input:p(5),p1(3),p2(3);
var:j(0),ep1(0),ep2(0),value1(0),value2(0),value3(0),StoK(0),StoD(0),PreStoK(0),PreStoD(0),chk_bit(0);
array:weekopen[100](0),weekhigh[100](0),weeklow[100](0),weekclose[100](0);
ep1 = 2/(p1+1);
ep2 = 2/(p2+1);
if DayOfWeek(date[1])>DayOfWeek(date) and dayindex()==0 then {
for j = 99 downto 1 {
weekopen[j] = weekopen[j-1];
weekhigh[j] = weekhigh[j-1];
weeklow[j] = weeklow[j-1];
weekclose[j] = weekclose[j-1];
}
weekopen[0] = o;
weekhigh[0] = h;
weeklow[0] = l;
#---------------#
# Stochastics #
#---------------#
value1 = weeklow[1];
value2 = weekhigh[1];
for j = 2 to p {
if value1 > weeklow[j] then value1 = weeklow[j]; //value1 = lowest(l,p)
if value2 < weekhigh[j] then value2 = weekhigh[j]; //value2 = highest(h,p)
}
value3 = (weekclose[1]-value1)/(value2-value1)*100; //value3 = (c-value1)/(value2-value1)*100
if chk_bit == 0 then {
PreStoK = value3[1];
PreStoD = StoK[1];
chk_bit = 1;
}
else {
PreStoK = StoK;
PreStoD = StoD;
}
StoK = value3 * ep1 + PreStoK * (1-ep1); //sto_K = ema(value3,p1)
StoD = StoK * ep2 + PreStoD * (1-ep2); //Sto_D = ema(ema(value3,p1),p2)
}
if weekhigh[0] < h then weekhigh[0] = h;
if weeklow[0] > l then weeklow[0] = l;
weekclose[0] = c;
답변 1
예스스탁 예스스탁 답변
2007-06-21 11:35:58
> CJ_yang1130 님이 쓴 글입니다.
> 제목 : 수식 요청 수정요청
> 시스템식 짜고있는중에 미완성 했습니다 시스템식 선물용 입니다
아래 수식에서 서로 교차시
매수 매도 청산식 부탁합니다
답변은 yang 12133 @ empal.com 으로 부탁합니다 감사합니다
[내용]
input:p(5),p1(3),p2(3);
var:j(0),ep1(0),ep2(0),value1(0),value2(0),value3(0),StoK(0),StoD(0),PreStoK(0),PreStoD(0),chk_bit(0);
array:weekopen[100](0),weekhigh[100](0),weeklow[100](0),weekclose[100](0);
ep1 = 2/(p1+1);
ep2 = 2/(p2+1);
if DayOfWeek(date[1])>DayOfWeek(date) and dayindex()==0 then {
for j = 99 downto 1 {
weekopen[j] = weekopen[j-1];
weekhigh[j] = weekhigh[j-1];
weeklow[j] = weeklow[j-1];
weekclose[j] = weekclose[j-1];
}
weekopen[0] = o;
weekhigh[0] = h;
weeklow[0] = l;
#---------------#
# Stochastics #
#---------------#
value1 = weeklow[1];
value2 = weekhigh[1];
for j = 2 to p {
if value1 > weeklow[j] then value1 = weeklow[j]; //value1 = lowest(l,p)
if value2 < weekhigh[j] then value2 = weekhigh[j]; //value2 = highest(h,p)
}
value3 = (weekclose[1]-value1)/(value2-value1)*100; //value3 = (c-value1)/(value2-value1)*100
if chk_bit == 0 then {
PreStoK = value3[1];
PreStoD = StoK[1];
chk_bit = 1;
}
else {
PreStoK = StoK;
PreStoD = StoD;
}
StoK = value3 * ep1 + PreStoK * (1-ep1); //sto_K = ema(value3,p1)
StoD = StoK * ep2 + PreStoD * (1-ep2); //Sto_D = ema(ema(value3,p1),p2)
}
if weekhigh[0] < h then weekhigh[0] = h;
if weeklow[0] > l then weeklow[0] = l;
weekclose[0] = c;
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